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Credit Derivatives: Cdos and Structured Credit Products
Bok av Satyajit Das
Market Risk Analysis: Pricing, Hedging and Trading Financial Instruments
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The Advanced Fixed Income and Derivatives Management Guide
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Derivative Products and Pricing : The Das Swaps and Financial Derivatives Library

Bok av Satyajit Das
Derivative Products & Pricing consists of 4 Parts divided into 16 chapters covering the role and function of derivatives, basic derivative instruments (exchange traded products (futures and options on future contracts) and over-the-counter products (forwards, options and swaps)), the pricing and valuation of derivatives instruments, derivative trading and portfolio management.